Construction of minimax-tests for bounded families of probability-densities

Construction of minimax-tests for bounded families of probability-densities

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Article ID: iaor19942031
Country: Germany
Volume: 40
Start Page Number: 1
End Page Number: 23
Publication Date: May 1993
Journal: Metrika
Authors:
Abstract:

A new method for the construction of least favourable pairs of densities and of minimax-tests is given for the compound test-problem H0:ℝ17>

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